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2.3 Characterizations of Invertible Matrices (IMT)

Theory: Characterizations of Invertible Matrices (The IMT)

One of the most foundational milestones in linear algebra is the Invertible Matrix Theorem (IMT) (Theorem 8 in Lay §2.3). It binds together almost all major concepts developed in Chapters 1 and 2 for square n×nn \times n matrices.

[!IMPORTANT] The Invertible Matrix Theorem (Lay §2.3, Theorem 8): Let AA be a square n×nn \times n matrix. Then the following statements are equivalent. That is, for a given AA, the statements are either all true or all false:

  1. AA is an invertible matrix.
  2. AA is row equivalent to the n×nn \times n identity matrix InI_n.
  3. AA has nn pivot positions.
  4. The equation Ax=0A\mathbf{x} = \mathbf{0} has only the trivial solution.
  5. The columns of AA form a linearly independent set.
  6. The linear transformation x↦Ax\mathbf{x} \mapsto A\mathbf{x} is one-to-one.
  7. The equation Ax=bA\mathbf{x} = \mathbf{b} has at least one solution for each b∈Rn\mathbf{b} \in \mathbb{R}^n.
  8. The columns of AA span Rn\mathbb{R}^n.
  9. The linear transformation x↦Ax\mathbf{x} \mapsto A\mathbf{x} maps Rn\mathbb{R}^n onto Rn\mathbb{R}^n.
  10. There is an n×nn \times n matrix CC such that CA=InCA = I_n.
  11. There is an n×nn \times n matrix DD such that AD=InAD = I_n.
  12. ATA^T is an invertible matrix.

Strategic Consequences for Square Matrices

Because of the IMT, for an n×nn \times n matrix AA:


Solved Examples (Textbook Questions)

Exercise 1

(Adapted from Lay §2.3, Exercises 11–14)

Determine whether each of the following statements is True or False for an n×nn \times n matrix AA. Justify each answer using the Invertible Matrix Theorem.

  1. Statement A: If the equation Ax=0A\mathbf{x} = \mathbf{0} has a non-trivial solution, then the columns of AA cannot span Rn\mathbb{R}^n.
  2. Statement B: If AA is an n×nn \times n matrix and the transformation x↦Ax\mathbf{x} \mapsto A\mathbf{x} is one-to-one, then Ax=bA\mathbf{x} = \mathbf{b} has a unique solution for each b∈Rn\mathbf{b} \in \mathbb{R}^n.
  3. Statement C: If AA has nn pivot positions, then ATA^T is also invertible.
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Solution
  1. Statement A: True. By the IMT, if Ax=0A\mathbf{x} = \mathbf{0} has only the trivial solution (statement d), then the columns of AA span Rn\mathbb{R}^n (statement h). By the contrapositive, if Ax=0A\mathbf{x} = \mathbf{0} has a non-trivial solution (statement d is false), then all statements in the IMT are false, meaning the columns of AA cannot span Rn\mathbb{R}^n.

  2. Statement B: True. If x↦Ax\mathbf{x} \mapsto A\mathbf{x} is one-to-one (statement f), then AA is invertible (statement a). When AA is invertible, the equation Ax=bA\mathbf{x} = \mathbf{b} has the unique solution x=A−1b\mathbf{x} = A^{-1}\mathbf{b} for each b∈Rn\mathbf{b} \in \mathbb{R}^n (Theorem 5, Lay §2.2).

  3. Statement C: True. If AA has nn pivot positions (statement c), then AA is invertible (statement a). By statement (l) of the IMT, ATA^T is also an invertible matrix.

Exercise 2

(Adapted from Lay §2.3, Exercise 33)

Let AA and BB be n×nn \times n square matrices. Show that if the matrix product ABAB is invertible, then both AA and BB must be invertible.

(Provide a proof using the Invertible Matrix Theorem without calculating determinants).

Show solution ↓
Solution

Let W=ABW = AB. We are given that WW is invertible.

Step 1: Prove BB is invertible. Consider the equation Bx=0B\mathbf{x} = \mathbf{0}. Multiply both sides from the left by AA:

A(Bx)=A0  ⟹  (AB)x=0A(B\mathbf{x}) = A\mathbf{0} \implies (AB)\mathbf{x} = \mathbf{0}

Since ABAB is invertible, by IMT statement (d), the equation (AB)x=0(AB)\mathbf{x} = \mathbf{0} has only the trivial solution x=0\mathbf{x} = \mathbf{0}. Therefore, Bx=0B\mathbf{x} = \mathbf{0} must also have only the trivial solution x=0\mathbf{x} = \mathbf{0}. By IMT statement (d) applied to BB, BB is invertible.

Step 2: Prove AA is invertible. Since BB is invertible, its inverse B−1B^{-1} exists. Now write:

A=A(BB−1)=(AB)B−1A = A(B B^{-1}) = (AB)B^{-1}

Since ABAB is invertible and B−1B^{-1} is invertible, AA is the product of two invertible matrices. By Theorem 6 (Lay §2.2), the product of invertible matrices is invertible, with:

A−1=((AB)B−1)−1=(B−1)−1(AB)−1=B(AB)−1A^{-1} = ((AB)B^{-1})^{-1} = (B^{-1})^{-1}(AB)^{-1} = B(AB)^{-1}

Thus, AA is invertible.

Exercise 3

(Adapted from Lay §2.3, Exercise 23)

An n×nn \times n upper triangular matrix UU has non-zero entries on its main diagonal:

U=[u11u12⋯u1n0u22⋯u2n⋮⋮⋱⋮00⋯unn],with uii≠0 for all i=1,…,n.U = \begin{bmatrix} u_{11} & u_{12} & \cdots & u_{1n} \\ 0 & u_{22} & \cdots & u_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & u_{nn} \end{bmatrix}, \quad \text{with } u_{ii} \ne 0 \text{ for all } i = 1, \dots, n.

Use the Invertible Matrix Theorem to explain why UU must be invertible.

Show solution ↓
Solution
  1. Since UU is upper triangular and all entries below the main diagonal are zero, the matrix is already in row echelon form (REF).
  2. Because uii≠0u_{ii} \ne 0 for each i=1,…,ni = 1, \dots, n, the leading entry of every row is situated on the main diagonal in column ii.
  3. Therefore, UU has a pivot in every row from row 1 to row nn.
  4. Since UU has nn pivot positions, statement (c) of the Invertible Matrix Theorem is satisfied.
  5. By the IMT, UU is an invertible matrix.

(Furthermore, dividing each row ii by uiiu_{ii} yields 1s on the diagonal, and backward elimination easily reduces UU to InI_n, verifying statement b).